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  • #260277 |
    mx55333
    Customer
    70 Posts

    Is it possible to select strategies based on the best Equity Curve?

    #260279
    Customer
    430 Posts

    Stability

    #260282
    Customer
    790 Posts

    but best EQ curves mostly fail on unseen data – as a trader, you dont want to pick some “best” EQ curves, but the most robust ones, where the probability of future profits can be higher

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #260306
    Customer
    268 Posts

    Hello, hankeys,

    So, how  to measure the robustness of the strategy?  Are there any good test standards?

     

    #260322
    tomas262
    Administrator
    1823 Posts

    Hankeys is right. A Good looking equity can be very misleading sometimes. The best test probably is a retest done using decent amount of ‘unseen’ data.

    You also want to see good results when using WF analysis – the strategy must be stable across wider range of parameters applied

    Also watch for the avg trade net profit. The strategy won’t be too sensitive to wider bid-ask spread and higher slippage and a high average helps here …

    #260346
    Customer
    790 Posts

    <p style=”text-align: center;”>by my research the best “robustnest” test is a tes on different markets

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

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